NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 49.00 47.10 -1.90 -3.9% 54.05
High 50.20 48.10 -2.10 -4.2% 56.96
Low 46.40 45.95 -0.45 -1.0% 45.95
Close 46.44 47.15 0.71 1.5% 47.15
Range 3.80 2.15 -1.65 -43.4% 11.01
ATR 3.92 3.79 -0.13 -3.2% 0.00
Volume 28,930 31,993 3,063 10.6% 115,638
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 53.52 52.48 48.33
R3 51.37 50.33 47.74
R2 49.22 49.22 47.54
R1 48.18 48.18 47.35 48.70
PP 47.07 47.07 47.07 47.33
S1 46.03 46.03 46.95 46.55
S2 44.92 44.92 46.76
S3 42.77 43.88 46.56
S4 40.62 41.73 45.97
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 83.05 76.11 53.21
R3 72.04 65.10 50.18
R2 61.03 61.03 49.17
R1 54.09 54.09 48.16 52.06
PP 50.02 50.02 50.02 49.00
S1 43.08 43.08 46.14 41.05
S2 39.01 39.01 45.13
S3 28.00 32.07 44.12
S4 16.99 21.06 41.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.96 45.95 11.01 23.4% 3.74 7.9% 11% False True 23,127
10 56.96 45.95 11.01 23.4% 3.72 7.9% 11% False True 24,055
20 59.57 45.95 13.62 28.9% 3.65 7.7% 9% False True 18,695
40 74.05 45.95 28.10 59.6% 3.83 8.1% 4% False True 13,238
60 105.85 45.95 59.90 127.0% 3.98 8.4% 2% False True 10,298
80 120.30 45.95 74.35 157.7% 3.53 7.5% 2% False True 8,381
100 126.60 45.95 80.65 171.0% 2.91 6.2% 1% False True 6,905
120 146.86 45.95 100.91 214.0% 2.46 5.2% 1% False True 5,924
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 57.24
2.618 53.73
1.618 51.58
1.000 50.25
0.618 49.43
HIGH 48.10
0.618 47.28
0.500 47.03
0.382 46.77
LOW 45.95
0.618 44.62
1.000 43.80
1.618 42.47
2.618 40.32
4.250 36.81
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 47.11 49.60
PP 47.07 48.78
S1 47.03 47.97

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These figures are updated between 7pm and 10pm EST after a trading day.

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